+333.7%
SYF vs VNQ
+104.8%
+229.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.6% | -0.4% | +3.0% | +3.0% |
| 30D | 0.0% | -2.5% | +2.6% | +2.6% |
| 3M | +11.9% | +1.4% | +10.6% | +10.3% |
| 6M | +18.9% | +4.6% | +14.4% | +13.5% |
| YTD | -4.6% | +10.5% | -15.1% | -13.9% |
| 1Y | +6.4% | +8.4% | -2.0% | -2.2% |
| 3Y | +167.2% | +32.4% | +134.7% | +98.6% |
| 5Y | +92.3% | +5.5% | +86.9% | +79.8% |
| 10Y | +263.2% | +59.1% | +204.1% | +136.4% |
| All | +333.7% | +104.8% | +229.0% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling